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Wavelets in functional data analysis : estimation of multidimensional curves and their derivatives
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Pigoli, Davide and Sangalli, Laura M. (2012) Wavelets in functional data analysis : estimation of multidimensional curves and their derivatives. Computational Statistics & Data Analysis, Vol56 (No.6). pp. 1482-1498. doi:10.1016/j.csda.2011.12.016 ISSN 0167-9473.
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Official URL: http://dx.doi.org/10.1016/j.csda.2011.12.016
Abstract
A wavelet-based method is proposed to obtain accurate estimates of curves in more than one dimension and of their derivatives. By means of simulation studies, this novel method is compared to another locally-adaptive estimation technique for multidimensional functional data, based on free-knot regression splines. This comparison shows that the proposed method is particularly attractive when the curves to be estimated present strongly localized features. The multidimensional wavelet estimation method is thus applied to multi-lead electrocardiogram records, where strongly localized features are indeed expected.
Item Type: | Journal Article | ||||
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Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||
Journal or Publication Title: | Computational Statistics & Data Analysis | ||||
Publisher: | Elsevier Science Ltd | ||||
ISSN: | 0167-9473 | ||||
Official Date: | 2012 | ||||
Dates: |
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Volume: | Vol56 | ||||
Number: | No.6 | ||||
Page Range: | pp. 1482-1498 | ||||
DOI: | 10.1016/j.csda.2011.12.016 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published |
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